Numerical inversions of characteristic functions

DOI10.1080/03461238.1975.10405087zbMath0313.60014OpenAlexW2116382031MaRDI QIDQ4072577

Harald Bohman

Publication date: 1975

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1975.10405087

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)

Related Items (7)

Unnamed Item ⋮ A solution to the ruin problem for Pareto distributions. ⋮ Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique ⋮ Practical approximations for multivariate characteristics of risk processes ⋮ Numerical inversion of characteristic functions ⋮ On loss distributions from installment-repaid loans ⋮ Multivariate phase-type theory for the site frequency spectrum

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